相关论文: Multi-critical unitary random matrix ensembles and…

Recently we introduced a family of U(N) invariant random matrix ensembles which is a one-paramter ($\lambda$) extension of the q-random matrix ensembles (RMEs), given by the asymptotic weak confining potential $V(H) \sim [\ln…

In this paper matrix orthogonal polynomials in the real line are described in terms of a Riemann--Hilbert problem. This approach provides an easy derivation of discrete equations for the corresponding matrix recursion coefficients. The…

We review some occurrences of Painlev\'e II transcendents in the study of two-dimensional Yang-Mills theory, fluctuation formulas for growth models, and as distribution functions within random matrix theory. We first discuss settings in…

We investigate the asymptotic behavior of the polynomials p, q, r of degrees n in type I Hermite-Pade approximation to the exponential function, defined by p(z)e^{-z}+q(z)+r(z)e^{z} = O(z^{3n+2}) as z -> 0. These polynomials are…

Akemann, Ipsen and Kieburg recently showed that the squared singular values of products of M rectangular random matrices with independent complex Gaussian entries are distributed according to a determinantal point process with a correlation…

We describe the pole-free regions of the one-parameter family of special solutions of P$_\mathrm{II}$, the second Painlev\'e equation, constructed from the Airy functions. This is achieved by exploiting the connection between these…

We show that the planar normalized orthogonal polynomials $P_{m,n}(z)$ of degree $n$ with respect to an exponentially varying planar measure $\mathrm{e}^{-2mQ}\mathrm{dA}$ enjoy an asymptotic expansion \[ P_{m,n}(z)\sim…

We develop an Ornstein--Zernike theory for the two-dimensional random-cluster model with $1 \leq q <4$ that also applies in its near-critical regime. In particular, we prove an asymptotic formula for the two-point function which holds…

In a recent work difference equations (Laguerre-Freud equations) for the bi-orthogonal polynomials and related quantities corresponding to the weight on the unit circle $ w(z)=\prod^m_{j=1}(z-z_j(t))^{\rho_j} $ were derived.Here it is shown…

We investigate the asymptotic behaviour of the second-order correlation function of the characteristic polynomial of a Hermitian Wigner matrix at the edge of the spectrum. We show that the suitably rescaled second-order correlation function…

The statistics of the smallest eigenvalue of Wishart-Laguerre ensemble is important from several perspectives. The smallest eigenvalue density is typically expressible in terms of determinants or Pfaffians. These results are of utmost…

The eigenvalue probability density function (PDF) for the Gaussian unitary ensemble has a well known analogy with the Boltzmann factor for a classical log-gas with pair potential $- \log | x - y|$, confined by a one-body harmonic potential.…

Strong asymptotics of polynomials orthogonal on the unit circle with respect to a weight of the form $$ W(z) = w(z) \prod_{k=1}^m |z-a_k|^{2\beta_k}, \quad |z|=1, \quad |a_k|=1, \quad \beta_k>-1/2, \quad k=1, ..., m, $$ where $w(z)>0$ for…

Matrix Szego biorthogonal polynomials for quasi-definite matrices of measures are studied. For matrices of Holder weights a Riemann-Hilbert problem is uniquely solved in terms of the matrix Szego polynomials and its Cauchy transforms. The…

We study the risk of minimum-norm interpolants of data in Reproducing Kernel Hilbert Spaces. Our upper bounds on the risk are of a multiple-descent shape for the various scalings of $d = n^{\alpha}$, $\alpha\in(0,1)$, for the input…

Rational solutions of the inhomogeneous Painleve-II equation and of a related coupled Painleve-II system have recently arisen in studies of fluid vortices and of the sine-Gordon equation. For the sine-Gordon application in particular it is…

We consider the large-$N$ asymptotics of a system of discrete orthogonal polynomials on an infinite regular lattice of mesh $\frac{1}{N}$, with weight $e^{-NV(x)}$, where $V(x)$ is a real analytic function with sufficient growth at…

Bleher and Kuijlaars recently showed that the eigenvalue correlations from matrix ensembles with external source can be expressed by means of a kernel built out of special multiple orthogonal polynomials. We derive a Christoffel-Darboux…

We suggest a method of studying the joint probability density (JPD) of an eigenvalue and the associated 'non-orthogonality overlap factor' (also known as the 'eigenvalue condition number') of the left and right eigenvectors for…

We consider rectangular random matrices of size $p\times n$ belonging to the real Wishart-Laguerre ensemble also known as the chiral Gaussian orthogonal ensemble. This ensemble appears in many applications like QCD, mesoscopic physics, and…